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Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary Previous Current 14-Nov-2011 15-Nov-2011 Change Change % Previous Week Open 4,348.0 4,290.0 -58.0 -1.3% 4,250.0 High 4,360.0 4,290.0 -70.0 -1.6% 4,350.0 Low 4,325.0 4,290.0 -35.0 -0.8% 4,198.0 Close 4,309.0 4,290.0 -19.0 -0.4% 4,290.0 Range 35.0 0.0 -35.0 -100.0% 152.0 ATR 57.4 54.6 -2.7 -4.8% 0.0 Volume 34 1 -33 -97.1% 404
Daily Pivots for day following 15-Nov-2011 Classic Woodie Camarilla DeMark R4 4,290.0 4,290.0 4,290.0 R3 4,290.0 4,290.0 4,290.0 R2 4,290.0 4,290.0 4,290.0 R1 4,290.0 4,290.0 4,290.0 4,290.0 PP 4,290.0 4,290.0 4,290.0 4,290.0 S1 4,290.0 4,290.0 4,290.0 4,290.0 S2 4,290.0 4,290.0 4,290.0 S3 4,290.0 4,290.0 4,290.0 S4 4,290.0 4,290.0 4,290.0	Weekly Pivots for week ending 11-Nov-2011 Classic Woodie Camarilla DeMark R4 4,735.3 4,664.7 4,373.6 R3 4,583.3 4,512.7 4,331.8 R2 4,431.3 4,431.3 4,317.9 R1 4,360.7 4,360.7 4,303.9 4,396.0 PP 4,279.3 4,279.3 4,279.3 4,297.0 S1 4,208.7 4,208.7 4,276.1 4,244.0 S2 4,127.3 4,127.3 4,262.1 S3 3,975.3 4,056.7 4,248.2 S4 3,823.3 3,904.7 4,206.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,360.0 4,198.0 162.0 3.8% 17.8 0.4% 57% False False 84 10 4,360.0 4,120.0 240.0 5.6% 11.8 0.3% 71% False False 62 20 4,387.0 4,115.0 272.0 6.3% 17.0 0.4% 64% False False 57
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.6 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,290.0 2.618 4,290.0 1.618 4,290.0 1.000 4,290.0 0.618 4,290.0 HIGH 4,290.0 0.618 4,290.0 0.500 4,290.0 0.382 4,290.0 LOW 4,290.0 0.618 4,290.0 1.000 4,290.0 1.618 4,290.0 2.618 4,290.0 4.250 4,290.0
Fisher Pivots for day following 15-Nov-2011 Pivot 1 day 3 day R1 4,290.0 4,325.0 PP 4,290.0 4,313.3 S1 4,290.0 4,301.7

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